ML Training | FuturesML

Dataset Training Mode

Collect feature snapshots, label future movement, and train an offline baseline model.

running

Session: Training session 2026-06-30 10:55:48
Started: 2026-06-30 12:55:48.074854+02:00
Interval: 5s
Horizons: [10, 30, 60]

Last runner error: kucoinfutures fetchOrderBook() limit argument must be 20 or 100

Dataset Stats

Current feature and label inventory.

Total feature snapshots: 93932
Total labels: 281796
Pending labels: 262313
Labeled snapshots: 19483
Labels with advanced TP/SL: 485
Avg long MFE 30s: -
Avg long MAE 30s: -
Avg short MFE 30s: -
Avg short MAE 30s: -
Long labels: 7700
Short labels: 7386
Flat labels: 4397
Latest snapshot: 2026-07-02 16:18:43.452771+02:00
Recent trades snapshots: 93924
Micro candles: 1878440
Avg data quality: 75.9889707447941064
Latest latency: 6263 ms
Missing fields: 0

Active Exchanges / Pairs

Pairs currently eligible for ML feature collection.

Exchange	Code	Symbol
Binance	binance	VELVET/USDT:USDT
Gate.io	gate	VELVET/USDT:USDT
Huobi / HTX	htx	VELVET/USDT:USDT
KuCoin Futures	kucoinfutures	VELVET/USDT:USDT
MEXC	mexc	VELVET/USDT:USDT

Recent Feature Snapshots

Latest ML rows with tape pressure, candle momentum, deltas, and quality.

Page 198 of 9394 · 93932 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-02 10:01:40.775120+02:00	mexc	VELVET/USDT:USDT	0.7492	78	4883 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 10:01:35.748568+02:00	htx	VELVET/USDT:USDT	0.765045	80	5936 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 10:01:13.792494+02:00	gate	VELVET/USDT:USDT	0.7445	68	11244 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 10:01:01.976041+02:00	binance	VELVET/USDT:USDT	0.74655	80	7293 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 10:00:54.395325+02:00	mexc	VELVET/USDT:USDT	0.74625	68	5611 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 10:00:48.615879+02:00	htx	VELVET/USDT:USDT	0.73942	90	4906 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 10:00:28.099556+02:00	gate	VELVET/USDT:USDT	0.74486	68	11230 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 10:00:16.564641+02:00	binance	VELVET/USDT:USDT	0.7506	80	10134 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 10:00:05.801985+02:00	mexc	VELVET/USDT:USDT	0.74915	68	6423 ms	10s pending - 30s pending - 60s pending -	pending
2026-07-02 09:59:59.283156+02:00	htx	VELVET/USDT:USDT	0.746655	80	6100 ms	10s pending - 30s pending - 60s pending -	pending

Price

Best bid: 0.7489
Best ask: 0.7495
Spread: 0.0006
Spread %: 0.080085
Mid price: 0.7492
Last price: 0.748
Mark price: -
Index price: 0.7491

Order Book

Bid depth 5: 87
Ask depth 5: 1080
Bid depth 10: 334
Ask depth 10: 1597
Bid depth 20: 955
Ask depth 20: 3920
Imbalance 5: -0.8509
Imbalance 10: -0.654065
Imbalance 20: -0.608205
Top bid size: 7
Top ask size: 834
Bid wall score: 0.00733
Ask wall score: 0.212755

Dynamics

Bid depth 5 delta: 56
Ask depth 5 delta: 1013
Imbalance 5 delta: -0.483553
Bid depth 10 delta: 216
Ask depth 10 delta: 1104
Imbalance 10 delta: -0.040317
Spread delta: 0.0003
Mid price delta: 0.00295
Wall shift score: -0.211361

Tape

Buy volume: 307
Sell volume: 683
Buy/sell delta: -376
Buy/sell ratio: 0.449488
Avg trade size: 9.9
Large trade count: 7
Largest trade size: 62

Candle

Return 1: 0.671321
Return 3: -0.013335
Volume 1: 1455
Volume avg 5: 6417.2
Momentum 5: 0

Cross Exchange

Mid avg: 0.75058625
Mid median: 0.7464
Price deviation %: -0.184689
Spread %: 2.737194

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2695930
Quote volume 24h: 33762936.234
Price change 24h %: -47.1

Quality

Capture latency ms: 4883
Order book timestamp: 2026-07-02 10:01:39.096000+02:00
Ticker timestamp: 2026-07-02 10:01:37.740000+02:00
Trades timestamp: 2026-07-02 10:01:39.280000+02:00
Data quality score: 78
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.72916
Best ask: 0.80093
Spread: 0.07177
Spread %: 9.381148
Mid price: 0.765045
Last price: 0.72846
Mark price: -
Index price: -

Order Book

Bid depth 5: 1175
Ask depth 5: 2437
Bid depth 10: 2882
Ask depth 10: 5419
Bid depth 20: 7113
Ask depth 20: 6050
Imbalance 5: -0.349391
Imbalance 10: -0.305626
Imbalance 20: 0.080757
Top bid size: 500
Top ask size: 64
Bid wall score: 0.070294
Ask wall score: 0.010579

Dynamics

Bid depth 5 delta: -1743
Ask depth 5 delta: 1257
Imbalance 5 delta: -0.7735
Bid depth 10 delta: -3474
Ask depth 10 delta: -6630
Imbalance 10 delta: 0.003692
Spread delta: 0.04887
Mid price delta: 0.025625
Wall shift score: 0.053534

Tape

Buy volume: 3902
Sell volume: 6454
Buy/sell delta: -2552
Buy/sell ratio: 0.604586
Avg trade size: 103.56
Large trade count: 5
Largest trade size: 600

Candle

Return 1: -3.257679
Return 3: -2.336806
Volume 1: 212
Volume avg 5: 276
Momentum 5: -3.321876

Cross Exchange

Mid avg: 0.74418
Mid median: 0.745375
Price deviation %: 2.803757
Spread %: 0.958102

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 90073
Volume 24h: 359564
Quote volume 24h: 359564
Price change 24h %: -48.60481

Quality

Capture latency ms: 5936
Order book timestamp: 2026-07-02 10:01:33.736000+02:00
Ticker timestamp: 2026-07-02 10:01:34.296000+02:00
Trades timestamp: 2026-07-02 10:01:00.677000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.74301
Best ask: 0.74599
Spread: 0.00298
Spread %: 0.400269
Mid price: 0.7445
Last price: 0.74402
Mark price: 0.7434
Index price: 0.744398

Order Book

Bid depth 5: 9
Ask depth 5: 13
Bid depth 10: 27
Ask depth 10: 29
Bid depth 20: 45
Ask depth 20: 46
Imbalance 5: -0.181818
Imbalance 10: -0.035714
Imbalance 20: -0.010989
Top bid size: 2
Top ask size: 2
Bid wall score: 0.044444
Ask wall score: 0.043478

Dynamics

Bid depth 5 delta: -6
Ask depth 5 delta: -3
Imbalance 5 delta: -0.14956
Bid depth 10 delta: 1
Ask depth 10 delta: -2
Imbalance 10 delta: 0.052005
Spread delta: 0.00028
Mid price delta: -0.00036
Wall shift score: 0.084889

Tape

Buy volume: 82
Sell volume: 92
Buy/sell delta: -10
Buy/sell ratio: 0.891304
Avg trade size: 1.74
Large trade count: 4
Largest trade size: 8

Candle

Return 1: -0.116796
Return 3: -0.662234
Volume 1: 20
Volume avg 5: 284.2
Momentum 5: -0.756313

Cross Exchange

Mid avg: 0.74427
Mid median: 0.745555
Price deviation %: 0.030903
Spread %: 0.957986

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0.00001
Funding abs: 0.00005
Funding pressure: 0.00006
Open interest: -
Volume 24h: 11148500
Quote volume 24h: 13187575
Price change 24h %: -51.72

Quality

Capture latency ms: 11244
Order book timestamp: 2026-07-02 10:01:12+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:19.270000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.7464
Best ask: 0.7467
Spread: 0.0003
Spread %: 0.040185
Mid price: 0.74655
Last price: 0.7463
Mark price: -
Index price: -

Order Book

Bid depth 5: 249
Ask depth 5: 952
Bid depth 10: 1729
Ask depth 10: 1277
Bid depth 20: 6420
Ask depth 20: 12849
Imbalance 5: -0.585346
Imbalance 10: 0.150366
Imbalance 20: -0.333645
Top bid size: 7
Top ask size: 18
Bid wall score: 0.00109
Ask wall score: 0.001401

Dynamics

Bid depth 5 delta: -451
Ask depth 5 delta: 330
Imbalance 5 delta: -0.644347
Bid depth 10 delta: 58
Ask depth 10 delta: -3654
Imbalance 10 delta: 0.644156
Spread delta: -0.0001
Mid price delta: -0.00405
Wall shift score: -0.004958

Tape

Buy volume: 3854
Sell volume: 16821
Buy/sell delta: -12967
Buy/sell ratio: 0.229118
Avg trade size: 206.75
Large trade count: 7
Largest trade size: 1631

Candle

Return 1: -0.830209
Return 3: -1.187458
Volume 1: 24336
Volume avg 5: 362153.2
Momentum 5: -0.949579

Cross Exchange

Mid avg: 0.7452825
Mid median: 0.745555
Price deviation %: 0.17007
Spread %: 1.500102

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 24960849
Volume 24h: 162579148
Quote volume 24h: 197132078.12636
Price change 24h %: -52.068

Quality

Capture latency ms: 7293
Order book timestamp: 2026-07-02 10:00:59.649000+02:00
Ticker timestamp: 2026-07-02 10:00:53.830000+02:00
Trades timestamp: 2026-07-02 10:01:01.296000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.7461
Best ask: 0.7464
Spread: 0.0003
Spread %: 0.040201
Mid price: 0.74625
Last price: 0.7452
Mark price: -
Index price: 0.7443

Order Book

Bid depth 5: 31
Ask depth 5: 67
Bid depth 10: 118
Ask depth 10: 493
Bid depth 20: 1240
Ask depth 20: 2349
Imbalance 5: -0.367347
Imbalance 10: -0.613748
Imbalance 20: -0.309
Top bid size: 10
Top ask size: 5
Bid wall score: 0.008065
Ask wall score: 0.002129

Dynamics

Bid depth 5 delta: -74
Ask depth 5 delta: 41
Imbalance 5 delta: -0.9704
Bid depth 10 delta: -117
Ask depth 10 delta: 286
Imbalance 10 delta: -0.677096
Spread delta: -0.0004
Mid price delta: -0.0029
Wall shift score: -0.004127

Tape

Buy volume: 978
Sell volume: 949
Buy/sell delta: 29
Buy/sell ratio: 1.030558
Avg trade size: 19.27
Large trade count: 6
Largest trade size: 244

Candle

Return 1: -0.467415
Return 3: -2.01157
Volume 1: 5916
Volume avg 5: 7315.2
Momentum 5: 0.14781

Cross Exchange

Mid avg: 0.7460075
Mid median: 0.747005
Price deviation %: 0.032506
Spread %: 1.498644

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2693452
Quote volume 24h: 33744465.141
Price change 24h %: -47.29

Quality

Capture latency ms: 5611
Order book timestamp: 2026-07-02 10:00:52.714000+02:00
Ticker timestamp: 2026-07-02 10:00:49.851000+02:00
Trades timestamp: 2026-07-02 10:00:53.173000+02:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.72797
Best ask: 0.75087
Spread: 0.0229
Spread %: 3.097022
Mid price: 0.73942
Last price: 0.75299
Mark price: -
Index price: -

Order Book

Bid depth 5: 2918
Ask depth 5: 1180
Bid depth 10: 6356
Ask depth 10: 12049
Bid depth 20: 9281
Ask depth 20: 13350
Imbalance 5: 0.424109
Imbalance 10: -0.309318
Imbalance 20: -0.179798
Top bid size: 97
Top ask size: 57
Bid wall score: 0.010451
Ask wall score: 0.00427

Dynamics

Bid depth 5 delta: 2199
Ask depth 5 delta: 469
Imbalance 5 delta: 0.418515
Bid depth 10 delta: 857
Ask depth 10 delta: 9267
Imbalance 10 delta: -0.637419
Spread delta: 0.00963
Mid price delta: -0.007235
Wall shift score: -0.020963

Tape

Buy volume: 3970
Sell volume: 6242
Buy/sell delta: -2272
Buy/sell ratio: 0.636014
Avg trade size: 102.12
Large trade count: 5
Largest trade size: 600

Candle

Return 1: 0.441522
Return 3: -0.578317
Volume 1: 362
Volume avg 5: 331.2
Momentum 5: 4.371751

Cross Exchange

Mid avg: 0.74781625
Mid median: 0.7479025
Price deviation %: -1.122769
Spread %: 0.767568

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 90127
Volume 24h: 359392
Quote volume 24h: 359392
Price change 24h %: -46.87414

Quality

Capture latency ms: 4906
Order book timestamp: 2026-07-02 10:00:46.936000+02:00
Ticker timestamp: 2026-07-02 10:00:47.216000+02:00
Trades timestamp: 2026-07-02 10:00:30.587000+02:00
Data quality score: 90
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.74351
Best ask: 0.74621
Spread: 0.0027
Spread %: 0.362484
Mid price: 0.74486
Last price: 0.74716
Mark price: 0.74851
Index price: 0.750475

Order Book

Bid depth 5: 15
Ask depth 5: 16
Bid depth 10: 26
Ask depth 10: 31
Bid depth 20: 43
Ask depth 20: 46
Imbalance 5: -0.032258
Imbalance 10: -0.087719
Imbalance 20: -0.033708
Top bid size: 2
Top ask size: 6
Bid wall score: 0.046512
Ask wall score: 0.130435

Dynamics

Bid depth 5 delta: 3
Ask depth 5 delta: 2
Imbalance 5 delta: 0.044665
Bid depth 10 delta: 2
Ask depth 10 delta: 8
Imbalance 10 delta: -0.108996
Spread delta: 0.00067
Mid price delta: -0.004945
Wall shift score: -0.120221

Tape

Buy volume: 88
Sell volume: 147
Buy/sell delta: -59
Buy/sell ratio: 0.598639
Avg trade size: 2.35
Large trade count: 7
Largest trade size: 13

Candle

Return 1: -0.449016
Return 3: -1.787686
Volume 1: 199
Volume avg 5: 400.6
Momentum 5: 0.846279

Cross Exchange

Mid avg: 0.7490525
Mid median: 0.7494775
Price deviation %: -0.559707
Spread %: 0.526665

Funding / OI / Volume

Funding rate: 0.00004
Funding delta: 0.000002
Funding abs: 0.00004
Funding pressure: 0.000042
Open interest: -
Volume 24h: 11136300
Quote volume 24h: 13178504
Price change 24h %: -51.63

Quality

Capture latency ms: 11230
Order book timestamp: 2026-07-02 10:00:26+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:16:19.225000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.7504
Best ask: 0.7508
Spread: 0.0004
Spread %: 0.053291
Mid price: 0.7506
Last price: 0.7476
Mark price: -
Index price: -

Order Book

Bid depth 5: 700
Ask depth 5: 622
Bid depth 10: 1671
Ask depth 10: 4931
Bid depth 20: 3815
Ask depth 20: 8748
Imbalance 5: 0.059002
Imbalance 10: -0.49379
Imbalance 20: -0.392661
Top bid size: 50
Top ask size: 74
Bid wall score: 0.013106
Ask wall score: 0.008459

Dynamics

Bid depth 5 delta: 291
Ask depth 5 delta: 42
Imbalance 5 delta: 0.231903
Bid depth 10 delta: 375
Ask depth 10 delta: 1625
Imbalance 10 delta: -0.057023
Spread delta: 0.0002
Mid price delta: 0.0029
Wall shift score: 0.004923

Tape

Buy volume: 6189
Sell volume: 3295
Buy/sell delta: 2894
Buy/sell ratio: 1.8783
Avg trade size: 94.84
Large trade count: 3
Largest trade size: 3336

Candle

Return 1: -0.266241
Return 3: -1.872954
Volume 1: 55490
Volume avg 5: 404443.2
Momentum 5: 0.631296

Cross Exchange

Mid avg: 0.7483275
Mid median: 0.748425
Price deviation %: 0.303677
Spread %: 0.420939

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 24968465
Volume 24h: 162302683
Quote volume 24h: 196943568.04116
Price change 24h %: -52.098

Quality

Capture latency ms: 10134
Order book timestamp: 2026-07-02 10:00:14.305000+02:00
Ticker timestamp: 2026-07-02 09:59:57.752000+02:00
Trades timestamp: 2026-07-02 10:00:15.858000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.7488
Best ask: 0.7495
Spread: 0.0007
Spread %: 0.093439
Mid price: 0.74915
Last price: 0.749
Mark price: -
Index price: 0.752

Order Book

Bid depth 5: 105
Ask depth 5: 26
Bid depth 10: 235
Ask depth 10: 207
Bid depth 20: 798
Ask depth 20: 4115
Imbalance 5: 0.603053
Imbalance 10: 0.063348
Imbalance 20: -0.675148
Top bid size: 9
Top ask size: 5
Bid wall score: 0.011278
Ask wall score: 0.001215

Dynamics

Bid depth 5 delta: 64
Ask depth 5 delta: -111
Imbalance 5 delta: 1.142379
Bid depth 10 delta: -1
Ask depth 10 delta: -132
Imbalance 10 delta: 0.242479
Spread delta: 0.0003
Mid price delta: 0.00105
Wall shift score: 0.012203

Tape

Buy volume: 414
Sell volume: 977
Buy/sell delta: -563
Buy/sell ratio: 0.423746
Avg trade size: 13.91
Large trade count: 9
Largest trade size: 83

Candle

Return 1: 0.013355
Return 3: -1.538259
Volume 1: 163
Volume avg 5: 6164.6
Momentum 5: 0.631551

Cross Exchange

Mid avg: 0.748065
Mid median: 0.7479
Price deviation %: 0.145041
Spread %: 0.421086

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 2688751
Quote volume 24h: 33709437.417
Price change 24h %: -49.34

Quality

Capture latency ms: 6423
Order book timestamp: 2026-07-02 10:00:03.914000+02:00
Ticker timestamp: 2026-07-02 10:00:01.801000+02:00
Trades timestamp: 2026-07-02 10:00:04.383000+02:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Price

Best bid: 0.74002
Best ask: 0.75329
Spread: 0.01327
Spread %: 1.77726
Mid price: 0.746655
Last price: 0.74968
Mark price: -
Index price: -

Order Book

Bid depth 5: 719
Ask depth 5: 711
Bid depth 10: 5499
Ask depth 10: 2782
Bid depth 20: 7802
Ask depth 20: 5924
Imbalance 5: 0.005594
Imbalance 10: 0.3281
Imbalance 20: 0.136821
Top bid size: 221
Top ask size: 7
Bid wall score: 0.028326
Ask wall score: 0.001182

Dynamics

Bid depth 5 delta: -1579
Ask depth 5 delta: 104
Imbalance 5 delta: -0.576505
Bid depth 10 delta: -1124
Ask depth 10 delta: -1114
Imbalance 10 delta: 0.068855
Spread delta: -0.0173
Mid price delta: -0.00376
Wall shift score: 0.012587

Tape

Buy volume: 4688
Sell volume: 6026
Buy/sell delta: -1338
Buy/sell ratio: 0.777962
Avg trade size: 107.14
Large trade count: 5
Largest trade size: 684

Candle

Return 1: 0.508118
Return 3: -0.505647
Volume 1: 316
Volume avg 5: 303.6
Momentum 5: -0.6362

Cross Exchange

Mid avg: 0.749005
Mid median: 0.7489525
Price deviation %: -0.31375
Spread %: 0.362481

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 90127
Volume 24h: 358998
Quote volume 24h: 358998
Price change 24h %: -47.107671

Quality

Capture latency ms: 6100
Order book timestamp: 2026-07-02 09:59:57.436000+02:00
Ticker timestamp: 2026-07-02 09:59:57.756000+02:00
Trades timestamp: 2026-07-02 09:59:35.656000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
30s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no
60s	pending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	no

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 23525
gate: 23526
htx: 23358
mexc: 23523

By Symbol

VELVET/USDT:USDT: 93932

Trained Models

Offline baseline models trained from labeled historical data.

Title	Status	Type	Horizon	Rows	Accuracy	Long precision	Short precision	Flat precision	Trained	Path / Error
Direction model 60s	trained	RandomForestClassifier	60s	6815	0.48936170	0.48387097	0.49813433	0.48192771	2026-06-30 12:10:19.505424+02:00	storage/models/3207c579-dec8-45d5-b7e7-b6c4a41f6354.joblib